-90.3%
CWEB vs VT
+211.1%
-301.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +0.5% |
| 7D | +19.0% | -2.3% | +21.3% | +24.9% |
| 30D | +3.5% | -5.0% | +8.5% | +16.0% |
| 3M | -25.5% | -4.9% | -20.6% | -16.7% |
| 6M | -34.8% | -1.5% | -33.3% | -33.6% |
| YTD | -52.7% | +8.5% | -61.2% | -61.3% |
| 1Y | -61.0% | +11.4% | -72.4% | -70.0% |
| 3Y | -40.1% | +70.1% | -110.2% | -82.5% |
| 5Y | -88.8% | +53.7% | -142.5% | -94.9% |
| All | -90.3% | +211.1% | -301.4% | -98.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling